-25.1%
PSKY vs MSTZ
-29.5%
+4.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -1.5% |
| 7D | -0.2% | -29.7% | +29.5% | -1.2% |
| 30D | +24.0% | -65.3% | +89.3% | +19.6% |
| 3M | +2.2% | -57.3% | +59.5% | +0.5% |
| 6M | -9.0% | -61.6% | +52.7% | -9.6% |
| YTD | -18.1% | -78.3% | +60.1% | -17.9% |
| 1Y | -25.1% | -30.2% | +5.1% | -11.5% |
| All | -25.1% | -29.5% | +4.3% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MSTZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling